+14.1%
CNH vs PSKY
-12.3%
+26.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.2% |
| 7D | +23.3% | -0.2% | +23.5% | +23.3% |
| 30D | +33.5% | +24.0% | +9.5% | +30.2% |
| 3M | +32.7% | +2.2% | +30.5% | +32.1% |
| 6M | +22.2% | -9.0% | +31.2% | +22.8% |
| YTD | +57.7% | -18.1% | +75.8% | +60.1% |
| 1Y | +28.0% | -25.1% | +53.1% | +30.0% |
| All | +14.1% | -12.3% | +26.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling